Timeline for GARCH or TARCH model when assymetric volatility but GARCH(1,1) already performs well?
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Feb 13, 2017 at 14:53 | history | edited | Richard Hardy | CC BY-SA 3.0 |
added 3 characters in body
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| Feb 13, 2017 at 14:51 | vote | accept | adrian1121 | ||
| Mar 23, 2016 at 18:56 | history | answered | Richard Hardy | CC BY-SA 3.0 |